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On the impact of noise on quenching for a nonlocal diffusion model driven by a mixture of Brownian and fractional Brownian motions
Karlstad University, Faculty of Health, Science and Technology (starting 2013), Department of Mathematics and Computer Science (from 2013).ORCID iD: 0000-0002-9743-8636
University of Aegean, Greece.
Athens University of Economics and Business, Greece; Athens University of Economics and Business, Greece.
2024 (English)In: Discrete and Continuous Dynamical Systems. Series S, ISSN 1937-1632, E-ISSN 1937-1179, Vol. 17, no 3, p. 1222-1268Article in journal (Refereed) Published
Abstract [en]

In this paper, we study a stochastic parabolic problem involving anonlocal diffusion operator associated with nonlocal Robin-type boundary conditions. The stochastic dynamics under consideration is driven by a mixtureof a classical Brownian and a fractional Brownian motion with Hurst indexH ∈ (1/2, 1). We first establish local in time existence results and then exploreconditions under which the resulting SPDE exhibits finite-time quenching. Using results on the probability distribution of perpetual integral functionals ofBrownian motion as well as tail estimates for the fractional Brownian motionwe provide analytic estimates for certain quantities of interest, such as upperbounds for quenching times and the corresponding quenching probabilities.The existence of global in time solutions is also investigated and as a consequence a lower estimate of the quenching time is also derived. Our analyticalresults demonstrate the non-trivial impact of the noise on the dynamics ofthe system. The analytic results are complemented with a detailed numericalstudy of the model under Dirichlet boundary conditions. A possible application concerning MEMS technology is considered and the implications of theresults in this context are commented upon.

Place, publisher, year, edition, pages
American Institute of Mathematical Sciences, 2024. Vol. 17, no 3, p. 1222-1268
Keywords [en]
Nonlocal diffusion, Brownian motion, fractional Brownian motion, exponential functionals, quenching, global existence, SPDEs, MEMS.
National Category
Probability Theory and Statistics Mathematical Analysis Computational Mathematics
Research subject
Mathematics
Identifiers
URN: urn:nbn:se:kau:diva-97210DOI: 10.3934/dcdss.2023192ISI: 001124441400001Scopus ID: 2-s2.0-85188141034OAI: oai:DiVA.org:kau-97210DiVA, id: diva2:1807847
Available from: 2023-10-28 Created: 2023-10-28 Last updated: 2024-04-09Bibliographically approved

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Kavallaris, Nikos I.

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